+3.6%
XLY vs CDW
+13.2%
-9.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.7% | -8.4% | +3.2% |
| 7D | +6.1% | +3.7% | +2.3% | +5.5% |
| 30D | +10.8% | +26.0% | -15.2% | +8.8% |
| 3M | +3.6% | +10.1% | -6.5% | +2.5% |
| 6M | +4.4% | +26.1% | -21.7% | +1.9% |
| YTD | +3.1% | +25.9% | -22.8% | +1.0% |
| 1Y | +3.6% | +21.5% | -18.0% | +2.2% |
| All | +3.6% | +13.2% | -9.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling